+318.6%
KGC vs SAN
+235.5%
+83.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.3% | +4.0% |
| 7D | +10.5% | +4.9% | +5.6% | +8.2% |
| 30D | -4.1% | -13.0% | +8.9% | +1.8% |
| 3M | -13.1% | -18.9% | +5.8% | -5.0% |
| 6M | -27.5% | -4.1% | -23.4% | -26.0% |
| YTD | -20.7% | +2.6% | -23.3% | -21.6% |
| 1Y | -6.1% | +16.9% | -23.0% | -10.9% |
| 3Y | +318.6% | +239.1% | +79.6% | +193.0% |
| All | +318.6% | +235.5% | +83.1% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling